S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
Daily Note: The S&P closed down fractionally to 4473 today, which hides a rather large ~40pt swing intraday. As we discussed in our AM note, we felt that yesterdays rally left an air pocked underneath, and that void was quickly filled this AM. We were of the opinion that it would bottom closer to 4400, […]
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